Analytical valuation for geometric Asian options in illiquid markets
Work
Year: 2018
Type: article
Authors Zhe Li, Wei-Guo Zhang, YongâJun Liu
Institution South China University of Technology
Cites: 56
Cited by: 19
Related to: 10
FWCI: 1.646
Citation percentile (by year/subfield): 94.53
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
Funders National Natural Science Foundation of China, National Natural Science Foundation of China, Natural Science Foundation of Guangdong Province
Grant IDS 71720107002, 71501076, 2017A030312001